First of all; Are your JIRA and Confluence linked together by an Application Link?
If they are indeed linked, you can just select any text on a Confluence page and you will see a button show up which you can press to create an issue in JIRA.
See the following documentation;
When you complete the wizard, the Application Links plugin will create the link between your applications using the most secure authentication method that is supported between the two applications. See the Application Links User Guide for more information.
The new link will appear on the "Configure Application Links" page, where you can:
You can read more about this on;
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